Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47954.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46559.24 Kr¶

PnL: ---------------------------------------> -329.33 Kr¶

DD now: ---------------------------------> -1.39 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:58:05.048902'

Anic Portfolio¶

Today¶

Return: 0.885 %¶

This Week¶

Return: 0.885 %¶

Total¶

Return: 56.989 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 4.770000 673.780000 96.780000 16.770000 576.999999
Samhällsbyggnadsbo. i Norden B 20 6.020000 450.600000 95.600000 26.930000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.810000 271.680000 25.680000 10.440000 246.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Boozt 12 0.140000 1672.800000 18.800000 1.140000 1653.999996
Coor Service Management Hold. 8 0.590000 549.200000 17.200000 3.230000 532.000000
OEM International B 7 1.300000 543.900000 15.900000 3.010000 527.999997
MedCap 2 2.830000 436.000000 15.000000 3.560000 421.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.500000 540.400000 13.400000 2.540000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
AcadeMedia 12 0.810000 565.920000 8.920000 1.600000 557.000004
Resurs Holding 22 -0.410000 582.560000 8.560000 1.490000 573.999998
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Essity B 2 0.360000 578.500000 4.500000 0.780000 574.000000
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Securitas B 6 1.280000 570.840000 0.840000 0.150000 570.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.080000 561.450000 -2.550000 -0.450000 564.000000
CTEK 13 1.610000 526.240000 -7.760000 -1.450000 533.999999
SAAB B 8 2.100000 3351.200000 -25.800000 -0.760000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.180000 3562.000000 -194.000000 -5.170000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46559.240000 -329.330000 -1.38962% 46888.564618

Updated:¶

'2023-01-16 13:58:17.419931'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶